+30.6%
UPS vs CNC
+122.0%
-91.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.6% | -7.9% | +3.1% |
| 7D | +8.2% | +13.4% | -5.1% | +6.5% |
| 30D | +22.7% | +18.2% | +4.5% | +20.3% |
| 3M | +6.4% | +18.6% | -12.2% | +4.3% |
| 6M | +22.6% | +41.9% | -19.3% | +18.3% |
| YTD | +20.7% | +84.7% | -64.0% | +11.9% |
| 1Y | +30.6% | +110.5% | -79.9% | +15.8% |
| All | +30.6% | +122.0% | -91.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling